+273.4%
UAL vs VSH
+198.6%
+74.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -6.5% |
| 7D | +2.3% | +12.8% | -10.5% | -5.3% |
| 30D | +13.3% | -9.0% | +22.4% | +15.7% |
| 3M | -6.3% | -12.2% | +5.9% | -3.9% |
| 6M | +22.5% | -15.9% | +38.4% | +16.4% |
| YTD | +5.9% | +103.2% | -97.4% | -41.0% |
| 1Y | +24.7% | +108.4% | -83.8% | -31.7% |
| 3Y | +211.6% | +41.6% | +170.0% | +97.3% |
| 5Y | +130.6% | +54.6% | +76.0% | +35.6% |
| 10Y | +96.5% | +138.2% | -41.7% | -11.0% |
| All | +273.4% | +198.6% | +74.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling